Anic Equity¶

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Total return since start: 0.448 %¶

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Equity now: -----------------------------> 44240.83 Kr¶

Max Equity ever reached: ------------> 44550.14 Kr¶

Portfolio value: --------------------------> 40634.14 Kr¶

PnL: ---------------------------------------> 4464.14 Kr¶

DD now: ---------------------------------> -0.694 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2022-08-10 21:15:30.156996'

Anic Portfolio¶

Today¶

Return: 1.006 %¶

This Week¶

Return: 1.005 %¶

Anic Portfolio¶

Total¶

Return: 44.833 %¶

Benchmark comparison TODAY¶

OMXS30
DJUS
NDX
DAX
W1IDU

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Electrolux Professional B 144 8841.60 737.60 9.1 8104.000032
Cavotec 477 8466.75 456.75 5.7 8010.000081
Fagerhult 176 9134.40 1229.40 15.55 7905.000048
Calliditas Therapeutics 48 5212.80 594.80 12.88 4617.999984
Mangold 1 4380.00 1102.00 33.62 3278.000000
Africa Oil Corp 140 2681.00 387.00 16.87 2293.999960
Tietoevry 2 542.00 33.00 6.48 509.000000
Tele2 B 4 461.60 -17.40 -3.63 479.000000
Nivika Fastigheter B 7 433.30 19.30 4.66 413.999999
BICO Group 2 100.04 -98.96 -49.73 199.000000
Cary Group Holding 3 196.05 4.05 2.11 192.000000
Kinnevik B 1 184.60 16.60 9.88 168.000000
TOTAL 40634.14 4464.14 -0.6943% 36170.000104

Updated:¶

'2022-08-10 21:15:44.407341'
None

Last optimization/rebalancing:¶

'2022-07-11'

Next optimization/rebalancing:¶

'2022-08-20'

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶